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Competitive Equilibria for Infinite-Horizon Economies with Incomplete Markets
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Cited by:
- Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2007. "Equilibrium with default-dependent credit constraints," Textos para discussão 540, Department of Economics PUC-Rio (Brazil).
- Aloisio Araujo & Mario Pascoa & Juan Pablo Torres-Martinez, 2005.
"Bubbles, collateral and monetary equilibrium,"
Textos para discussão
513, Department of Economics PUC-Rio (Brazil).
- Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006. "Bubbles, Collateral and Monetary Equilibrium," Levine's Working Paper Archive 122247000000001055, David K. Levine.
- Torres-Martínez, Juan Pablo & Araújo, Aloísio Pessoa de & Pascoa, Mario Rui, 2006. "Bubbles, collateral and monetary equilibrium," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 614, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Emma Moreno-García & Juan Torres-Martínez, 2012.
"Equilibrium existence in infinite horizon economies,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 127-145, August.
- Emma Moreno-García & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence in infinite horizon economies," Working Papers wp315, University of Chile, Department of Economics.
- Tom Krebs, 2006.
"Recursive equilibrium in endogenous growth models with incomplete markets,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 505-523, November.
- Tom Krebs, 2002. "Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets," Working Papers 2002-30, Brown University, Department of Economics.
- Kevin Huang & Jan Werner, 2004.
"Implementing Arrow-Debreu equilibria by trading infinitely-lived securities,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 603-622, October.
- K. Huang & Z. Liu, "undated". "Implementing Arrow-Debreu equilibria by trading infinitely lived securities," Working Papers 2000-21, Utah State University, Department of Economics.
- Kevin X. D. Huang & Jan Werner, 2002. "Implementing Arrow-Debreu equilibria by trading infinitely-lived securities," Research Working Paper RWP 02-08, Federal Reserve Bank of Kansas City.
- Kevin X. D. Huang & Jan Werner, 2000. "Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities," Econometric Society World Congress 2000 Contributed Papers 1708, Econometric Society.
- Abdelkrim Seghir & Juan Torres-Martínez, 2008.
"Wealth transfers and the role of collateral when lifetimes are uncertain,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006. "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).
- Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000. "Computing equilibria in infinite-horizon finance economies: The case of one asset," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1047-1078, June.
- Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012.
"Endogenous debt constraints in collateralized economies with default penalties,"
Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "Endogenous debt constraints in collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 719, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Post-Print hal-00664551, HAL.
- John Geanakoplos & William Zame, 2014.
"Collateral equilibrium, I: a basic framework,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
- Geanakoplos, John & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Cowles Foundation Discussion Papers 1906, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Levine's Working Paper Archive 786969000000000741, David K. Levine.
- John Geanakoplos & William Zame, 2013. "Collateral Equilibrium - A Basic Framework," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2017.
"Sovereign debt and incentives to default with uninsurable risks,"
Theoretical Economics, Econometric Society, vol. 12(3), September.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," The Warwick Economics Research Paper Series (TWERPS) 1107, University of Warwick, Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016. "Sovereign debt and incentives to default with uninsurable risks," Economic Research Papers 269718, University of Warwick - Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles M & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," CRETA Online Discussion Paper Series 15, Centre for Research in Economic Theory and its Applications CRETA.
- Bejan, Camelia & Bidian, Florin, 2014. "Bubbles and trading in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 137-144.
- Miao, Jianjun, 2006.
"Competitive equilibria of economies with a continuum of consumers and aggregate shocks,"
Journal of Economic Theory, Elsevier, vol. 128(1), pages 274-298, May.
- Jianjun Miao, 2003. "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks," Macroeconomics 0310001, University Library of Munich, Germany.
- Jianjun Miao, 2004. "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks," CEMA Working Papers 460, China Economics and Management Academy, Central University of Finance and Economics.
- Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011.
"Long-lived collateralized assets and bubbles,"
Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
- Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil).
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- Jean-Marc Bonnisseau & Achis Chéry, 2023.
"Continuity of marketable payoffs with re-trading,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 31-53, January.
- Jean-Marc Bonnisseau & Achis Chery, 2023. "Continuity ofmarketable payoffs with re-trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03523222, HAL.
- Jean-Marc Bonnisseau & Achis Chery, 2023. "Continuity ofmarketable payoffs with re-trading," Post-Print halshs-03523222, HAL.
- Jean-Marc Bonnisseau & Achis Chery, 2023. "Continuity ofmarketable payoffs with re-trading," PSE-Ecole d'économie de Paris (Postprint) halshs-03523222, HAL.
- Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011.
"Fiat money and the value of binding portfolio constraints,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany.
- Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat Money and the Value of Binding Portfolio Constraints," Working Papers Series 176, Central Bank of Brazil, Research Department.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008.
"Collateral, default penalties and almost finite-time solvency,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
670, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008. "Collateral, default penalties and almost finite-time solvency," Levine's Working Paper Archive 122247000000002049, David K. Levine.
- Zhigang Feng & Jianjun Miao & Adrian Peralta‐Alva & Manuel S. Santos, 2014.
"Numerical Simulation Of Nonoptimal Dynamic Equilibrium Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 83-110, February.
- Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, "undated". "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Boston University - Department of Economics - Working Papers Series wp2009-013, Boston University - Department of Economics.
- Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, 2009. "Numerical simulation of nonoptimal dynamic equilibrium models," Working Papers 2009-018, Federal Reserve Bank of St. Louis.
- Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manual Santos, 2009. "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Working Papers 0912, University of Miami, Department of Economics.
- Zhigang Feng & Manuel Santos & Adrian Peralta-Alva & Jianjun Miao, 2009. "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," 2009 Meeting Papers 541, Society for Economic Dynamics.
- Dahai Yu, 1998. "Two equivalence theorems for government finance," International Finance Discussion Papers 622, Board of Governors of the Federal Reserve System (U.S.).
- Calvet, Laurent E., 2001.
"Incomplete Markets and Volatility,"
Journal of Economic Theory, Elsevier, vol. 98(2), pages 295-338, June.
- Laurent E. Calvet, 1999. "Incomplete Markets and Volatility," Harvard Institute of Economic Research Working Papers 1865, Harvard - Institute of Economic Research.
- Laurent-Emmanuel Calvet, 2001. "Incomplete Markets and Volatility," Post-Print hal-00477462, HAL.
- Bloise, Gaetano, 2005. "A remark on the fiscal theory of price determination," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 1037-1052, December.
- Gaetano Bloise & Jacques H. Drèze & Herakles M. Polemarchakis, 2006.
"Monetary Equilibria over an Infinite Horizon,"
Studies in Economic Theory, in: Christian Schultz & Karl Vind (ed.), Institutions, Equilibria and Efficiency, chapter 5, pages 69-93,
Springer.
- Gaetano Bloise & Jacques Dréze & Herakles Polemarchakis, 2005. "Monetary equilibria over an infinite horizon," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(1), pages 51-74, January.
- Gaetano Bloise & J. H. Dreze & H. M. Polemarchakis, 2003. "Monetary Equilibria over an Infinite Horizon," Discussion Papers 03-19, University of Copenhagen. Department of Economics.
- BLOISE, Gaetano & DREZE, Jacques H. & POLEMARCHAKIS, Herakles M., 2005. "Monetary equilibria over an infinite horizon," LIDAM Reprints CORE 1750, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Orrillo, Jaime, 2009. "Making promises in infinite-horizon economies with default and collateral," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3055-3068.
- MArio Páscoa & Myrian Petrassi & Juan Pablo Torres Martinez, 2008. "Inter-temporal discounting and uniform impatience," Textos para discussão 555, Department of Economics PUC-Rio (Brazil).
- Krebs, Tom, 2004.
"Non-existence of recursive equilibria on compact state spaces when markets are incomplete,"
Journal of Economic Theory, Elsevier, vol. 115(1), pages 134-150, March.
- Tom Krebs, 2002. "Non-Existence of Recursive Equilibria on Compact State Spaces When Markets are Incomplete," Working Papers 2002-17, Brown University, Department of Economics.
- Charalambos Aliprantis & Rabee Tourky, 2009.
"Equilibria in incomplete assets economies with infinite dimensional spot markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 221-262, February.
- Aliprantis, C. D. & Tourky, Rabee, 2004. "Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013.
"Equilibrium with limited-recourse collateralized loans,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.
- Emma Moreno-García & Juan Pablo Torres-Martinez, 2006. "Infinite horizon economies with borrowing constraints," Textos para discussão 536, Department of Economics PUC-Rio (Brazil).
- Seghir, Abdelkrim & Salem, Sherif, 2010. "In nitely-lived agents via two-sided altruism," MPRA Paper 31379, University Library of Munich, Germany.
- Bejan, Camelia & Bidian, Florin, 2010. "Limited enforcement, bubbles and trading in incomplete markets," MPRA Paper 36819, University Library of Munich, Germany, revised 20 Feb 2012.
- Pablo F. Beker & Subir Chattopadhyay, 2005.
"Economic Survival when Markets are Incomplete,"
Levine's Working Paper Archive
784828000000000422, David K. Levine.
- Pablo F. Beker & Subir Chattopadhyay, 2006. "Economic Survival When Markets Are Incomplete," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- BLOISE, Gaetano & DRÈZE, Jacques & POLEMARCHAKIS, Heracles, 2002.
"Money and indeterminacy over an infinite horizon,"
CORE Discussion Papers
2002021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002. "Money and Indeterminacy Over an Infinite Horizon," Working Papers 2002-12, Brown University, Department of Economics.
- Leoni, Patrick L., 2011. "Psychological determinants of occurrence and magnitude of market crashes," Economic Modelling, Elsevier, vol. 28(5), pages 2190-2196, September.
- Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Welfare-improving debt constraints," Textos para discussão 541, Department of Economics PUC-Rio (Brazil), revised Dec 2007.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Páscoa, Mário Rui & Seghir, Abdelkrim, 2009. "Harsh default penalties lead to Ponzi schemes," Games and Economic Behavior, Elsevier, vol. 65(1), pages 270-286, January.
- Daniel Jaar, 2018. "Sequential Equilibrium in Incomplete Markets with Long-Term Debt," Working Papers wp474, University of Chile, Department of Economics.
- Patarick Leoni, 2007. "Psychological Aspects of Market Crashes," Economics Department Working Paper Series n1730407, Department of Economics, National University of Ireland - Maynooth.
- Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.